SERVING THE QUANTITATIVE FINANCE COMMUNITY

Search found 33 matches

by analyst78
February 22nd, 2010, 7:38 pm
Forum: Trading Forum
Topic: Data Compression for storage transmission
Replies: 10
Views: 35916

Data Compression for storage transmission

<t>QuoteOriginally posted by: willsmithI've never worked in tick data, but for general file storage and transmission, I've never seen anything better than flat files or zip/gzip, I.e. lempel-zipf-welch (??) compression. Gpg or similar for the people who understand security (rarer than you might hope...
by analyst78
February 19th, 2010, 9:44 pm
Forum: Trading Forum
Topic: Data Compression for storage transmission
Replies: 10
Views: 35916

Data Compression for storage transmission

<t>Hi folks, I am interested in the following. How much of DATA COMPRESSION is used within trading houses as they handle terabytes of data?? E.g. Application of compression standards such as Dolby, DTS and MPEG to compress the price data for efficient storage and transmission. Would it ever be an is...
by analyst78
October 2nd, 2009, 7:50 pm
Forum: Careers Forum
Topic: Machine learning quant group?
Replies: 17
Views: 41469

Machine learning quant group?

<t>I came across that Algo Trading Strategist in GS uses kernel based methods such as Support Vector Machines. Risk management firms (Eg. Agena Risk) use Bayesian Belief networks. I know of an asset management firm that looks at Gaussian Processes (Kriging) for regression and Particle filters. Recen...
by analyst78
September 29th, 2009, 6:26 pm
Forum: Careers Forum
Topic: Machine learning quant group?
Replies: 17
Views: 41469

Machine learning quant group?

What kind of machine learning algorithms you are talking about?
by analyst78
September 21st, 2009, 8:45 pm
Forum: Careers Forum
Topic: Quant Finance Groups/Seminars in Chicago
Replies: 13
Views: 35854

Quant Finance Groups/Seminars in Chicago

<r>QuoteOriginally posted by: pierpierlujfuqua, many thanks for the detailed list and the links.They are quite interesting and already saved in my bookmarks!I am also wondering if there is a group of practitioners like "The Thalesians" in London <URL url="http://www.thalesians.com/finance/index.php/...
by analyst78
September 21st, 2009, 7:55 pm
Forum: Careers Forum
Topic: Will being a Quant improve my sex life?
Replies: 87
Views: 44510

Will being a Quant improve my sex life?

<t>QuoteOriginally posted by: Macc77I'm currently going through college and i'm still a virgin and have a hard time picking up girls. I don't understand what the problem is. Even at night clubs i have no success at interaction with women and usually end up going home and masturbating. Will moving to...
by analyst78
September 1st, 2009, 2:10 pm
Forum: Careers Forum
Topic: Managed futures?
Replies: 14
Views: 37826

Managed futures?

<t>QuoteOriginally posted by: KackToodlesyou sound like you've never managed futures or options before.You are spot on. I dont work in Finance btw. My background is in biomedical and aerospace sector. A HH approached me with a role in OX requiring a quant analyst with applied stats background. So I ...
by analyst78
August 31st, 2009, 3:57 pm
Forum: Careers Forum
Topic: Managed futures?
Replies: 14
Views: 37826

Managed futures?

Thanks iliketopology. Much appreciated.
by analyst78
August 31st, 2009, 10:02 am
Forum: Careers Forum
Topic: Managed futures?
Replies: 14
Views: 37826

Managed futures?

A quant analyst position in Managed Futures with directional bets into options and futures:How mathematically intensive it is? Does the job require more machine learning/ pattern recognition work than typical quant models (vanilla, exotic, SV models) in IBs? Any input would be appreciated.
by analyst78
August 5th, 2009, 8:48 pm
Forum: General Forum
Topic: GPU acceleration
Replies: 14
Views: 38364

GPU acceleration

If you are based in London and want to try it out yourself, there is a 'GPU for finance' workshop on Sep 11(Yes, Sep 11) at Imperial by The Thalesians. I am keen to explore it myself.
by analyst78
August 5th, 2009, 1:02 pm
Forum: Careers Forum
Topic: MSc Credit Risk Mngmt - Sheffield Hallam
Replies: 5
Views: 36965

MSc Credit Risk Mngmt - Sheffield Hallam

<r>QuoteOriginally posted by: japanstarHi guys, I would like to do a MSc in some finance related discipline in order to give the right shape to my career. Just a quick resume of what I've done so far: BSc in Computer Engineering, with 4 years experience in a company that develops software for the fi...
by analyst78
August 3rd, 2009, 8:33 pm
Forum: Book And Research Paper Forum
Topic: New Book "Fool's Gold: How the Bold Dream of a Small Tribe at J.P. Morgan..."
Replies: 4
Views: 37874

New Book "Fool's Gold: How the Bold Dream of a Small Tribe at J.P. Morgan..."

Fantastic book. It goes on to show how these Structured Products and shadow banking were taken to different level by everyone else.
by analyst78
August 3rd, 2009, 7:58 pm
Forum: Careers Forum
Topic: The value of finishing a PhD vs. a great job opportunity....
Replies: 46
Views: 41504

The value of finishing a PhD vs. a great job opportunity....

<r>QuoteOriginally posted by: louist1013I finally got a chance to sit down with my advisor this weekend, and the bottom line is that I am going to stick with the PhD and work parttime for the trading firm where I am currently interning. Some of the issues with my grad school situation (another profe...
by analyst78
August 3rd, 2009, 7:52 pm
Forum: Careers Forum
Topic: The value of finishing a PhD vs. a great job opportunity....
Replies: 46
Views: 41504

The value of finishing a PhD vs. a great job opportunity....

<t>QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: analyst78Getting it finally also gets you in good books of lot of mums around the world as they all want a Doctor/ Lawyer/ Investment banker to their girls. So you got an edge here. a phd is not a doctor, lawyer, or investment banke...
by analyst78
July 29th, 2009, 11:30 am
Forum: Book And Research Paper Forum
Topic: Lecturing Birds on Flying by Pablo Triana
Replies: 7
Views: 39336

Lecturing Birds on Flying by Pablo Triana

<t>Quickly skimmed through in the bookshop. Wasnt too convincing to buy as there is lot of emphasis on black scholes, copula and quant bashing. Models only help you to make a decision and they are not decision makers. The bigger picture about root causes such asset bubbles in commodity, east west sa...
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